Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47451.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46053.23 Kr¶

PnL: ---------------------------------------> -835.34 Kr¶

DD now: ---------------------------------> -2.424 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 12:13:18.878350'

Anic Portfolio¶

This Week¶

Return: -0.934 %¶

Total¶

Return: 55.39 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -0.810000 784.400000 111.400000 16.550000 673.000000
Nordea Bank Abp 29 1.320000 3529.300000 75.300000 2.180000 3453.999992
SAAB B 8 -0.330000 3432.000000 55.000000 1.630000 3377.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.130000 394.200000 39.200000 11.040000 355.000000
Boozt 12 1.220000 1692.000000 38.000000 2.300000 1653.999996
Resurs Holding 22 1.700000 603.900000 29.900000 5.210000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
Intrum 4 0.660000 548.400000 21.400000 4.060000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Swedbank A 3 1.220000 582.900000 18.900000 3.350000 564.000000
Securitas B 6 1.730000 586.080000 16.080000 2.820000 570.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Samhällsbyggnadsbo. i Norden D 12 2.430000 252.720000 6.720000 2.730000 246.000000
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Coor Service Management Hold. 8 0.070000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.600000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
CTEK 13 -2.990000 514.800000 -19.200000 -3.600000 533.999999
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
Essity B 2 -0.800000 544.800000 -29.200000 -5.090000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.650000 3783.500000 -66.500000 -1.730000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 1.140000 1434.600000 -229.400000 -13.790000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46067.630000 -820.940000 -2.39414% 46888.564618

Updated:¶

'2023-01-27 12:12:11.737587'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶